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For stochastic implicit Taylor methods that use an iterative scheme to compute their numerical solution, stochastic B--series and corresponding growth functions are constructed. From these, convergence results based on the order of the…

Numerical Analysis · Mathematics 2011-09-22 Kristian Debrabant , Anne Kværnø

Asymptotic expansions are presented for the moments of bound states in one-dimensional anharmonic potentials. The results are derived by using the SAFE method and include only the first non-zero wave-related correction to the familiar…

Quantum Physics · Physics 2023-05-31 G. W. Forbes , Miguel A. Alonso

We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…

Statistics Theory · Mathematics 2008-04-29 Heng Lian

Probabilistic solvers for ordinary differential equations assign a posterior measure to the solution of an initial value problem. The joint covariance of this distribution provides an estimate of the (global) approximation error. The…

Numerical Analysis · Mathematics 2021-02-23 Nathanael Bosch , Philipp Hennig , Filip Tronarp

An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…

Numerical Analysis · Mathematics 2015-10-29 Petr N. Vabishchevich

A key appeal of the recently proposed Neural Ordinary Differential Equation (ODE) framework is that it seems to provide a continuous-time extension of discrete residual neural networks. As we show herein, though, trained Neural ODE models…

Machine Learning · Computer Science 2023-09-12 Katharina Ott , Prateek Katiyar , Philipp Hennig , Michael Tiemann

It was shown in 1994, in Oberguggenberger & Rosinger, that very large classes of nonlinear PDEs have solutions which can be assimilated with usual measurable functions on the Euclidean domains of definition of the respective equations. In…

Analysis of PDEs · Mathematics 2007-05-23 Roumen Anguelov , Elemer E Rosinger

In 1994 we showed that very large classes of systems of nonlinear PDEs have solutions which can be assimilated with usual measurable functions on the Euclidean domains of definition of the respective equations. Recently, the regularity of…

Analysis of PDEs · Mathematics 2007-05-23 Elemer E Rosinger

Recently, it has been great interest in the development of methods for solving nonlinear differential equations directly. Here, it is shown an algorithm based on Pad\'e approximants for solving nonlinear partial differential equations…

Mathematical Physics · Physics 2015-01-28 Danilo V. Ruy

We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…

Numerical Analysis · Mathematics 2024-01-22 Nathan Gaby , Xiaojing Ye

The asymptotic error distribution of numerical methods applied to stochastic ordinary differential equations has been well studied, which characterizes the evolution pattern of the error distribution in the small step-size regime. It is…

Numerical Analysis · Mathematics 2024-11-19 Jialin Hong , Diancong Jin , Xu Wang , Guanlin Yang

A new method named rational expansion method of exponent function is presented to find exact traveling wave solutions of differential-difference equations. This method generalizes the so-called tanh-method and other similar methods. Some…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Chengshi Liu

In this paper we study the existence, uniqueness and asymptotic stability of the periodic solutions for a Lipschitz system with a small right hand side. Classical hypotheses in the periodic case of second Bogolyubov's theorem imply our…

Classical Analysis and ODEs · Mathematics 2007-09-28 Adriana Buica , Jaume Llibre , Oleg Makarenkov

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

Numerical Analysis · Computer Science 2019-09-05 Dimitri P. Bertsekas

This paper is concerned with the asymptotic expansions of the amplitude of the solution of the Helmholtz equation. The original expansions were obtained using a pseudo-differential decomposition of the Dirichlet to Neumann operator. This…

Analysis of PDEs · Mathematics 2016-12-13 Souaad Lazergui , Yassine Boubendir

We review an explicit approach to obtaining numerical solutions of the Schr\"odinger equation that is conceptionally straightforward and capable of significant accuracy and efficiency. The method and its efficacy are illustrated with…

Computational Physics · Physics 2023-10-06 Wytse van Dijk

Several asymptotic expansions of parabolic cylinder functions are discussed and error bounds for remainders in the expansions are presented. In particular Poincar{\'e}-type expansions for large values of the argument $z$ and uniform…

Classical Analysis and ODEs · Mathematics 2007-05-23 Raimundas Vidunas , Nico M. Temme

Approximation theory for Lyapunov and Sacker-Sell spectra based upon QR techniques is used to analyze the stability of a one-step method solving a time-dependent, linear, ordinary differential equation (ODE) initial value problem in terms…

Numerical Analysis · Mathematics 2017-09-08 Andrew J. Steyer , Erik S. Van Vleck

Several algorithms in computer algebra involve the computation of a power series solution of a given ordinary differential equation. Over finite fields, the problem is often lifted in an approximate $p$-adic setting to be well-posed. This…

Symbolic Computation · Computer Science 2023-06-12 Pierre Lairez , Tristan Vaccon

We apply polynomial approximation methods -- known in the numerical PDEs context as spectral methods -- to approximate the vector-valued function that satisfies a linear system of equations where the matrix and the right hand side depend on…

Numerical Analysis · Mathematics 2013-05-21 Paul G. Constantine , David F. Gleich , Gianluca Iaccarino